Andre Lucas (VU University Amsterdam)
When: Tuesday, March 30, 2021, 1:00 PM - 2:15 PM
Where: Online
Andre Lucas (VU University Amsterdam)
"Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution"
When: Tuesday, March 30, 2021, 1:00 PM - 2:15 PM
Where: Online
Andre Lucas (VU University Amsterdam)
"Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution"